+2,029.3%
CLS vs ROL
+213.5%
+1,815.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.0% | +4.8% |
| 7D | +23.5% | -1.7% | +25.2% | +23.8% |
| 30D | -28.9% | +18.5% | -47.5% | -30.7% |
| 3M | -25.2% | +4.3% | -29.5% | -25.8% |
| 6M | -32.1% | -27.7% | -4.4% | -28.4% |
| YTD | -14.1% | -35.8% | +21.7% | -7.3% |
| 1Y | -24.1% | -34.1% | +10.0% | -18.5% |
| 3Y | +897.0% | +2.9% | +894.0% | +829.5% |
| 5Y | +2,089.9% | +12.7% | +2,077.2% | +1,823.8% |
| All | +2,029.3% | +213.5% | +1,815.8% | +1,125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling